What are some disadvantages of energy efficiency?
Mostly the upfront cost of making energy efficiency changes. Sick buildings are also possible.
The most common hurdle for energy efficiency measures to get over is the cost of implementing a new more efficient technology. For example, say you want to change your old incandescent bulbs (which might cost around $1) to energy efficient LED lights (which might be around $10), means that you have to come up with $9 extra dollars (numbers are only approximate). However, you will save energy costs over the long-term and this is called "the pay back" period. This means that you will have paid back this initial extra amount and from then on, its all savings.
At a larger scale, if you are an architect and designing a high efficiency building, it might cost, again, say $50 million to build a standard building and $100 million to build a high efficiency building. Again, you will need to do a "payback" calculation to see how long this extra investment will take before its all savings. Most developers don't like payback periods that are beyond about 2-3 years.
Another disadvantage, that was common during the 80's, but not so much now, is that some houses were build so energy efficient that they reduced that natural air circulation and people become sick from poor quality air. At least in North America, this problem has now been fixed.